Nonstationary Narrow-Band Response and First-Passage Probability

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    Abstract

    The notion of a nonstationary narrow-band stochastic process is introduced without reference to a frequency spectrum, and the joint distribution function of two consecutive maxima is approximated by use of an envelope. Based on these definitions the first passage problem is treated as a Markov point process. The theory is applied to the response of a linear oscillator excited by a stationary process from t equals 0, and a simple algebraic relation between the nonstationary and stationary correlation functions of the response is derived.
    Original languageEnglish
    JournalJournal of Applied Mechanics
    Volume46
    Issue number4
    Pages (from-to)919-924
    ISSN0021-8936
    Publication statusPublished - 1979

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